putting more than one bin movie image file onto a dvdr

i have downloaded some films and they are bin images. i have the cue files also ..what i want to do is to put more than one film.. ie..film image file onto a dvdr because just putting one film onto a dvdr is working out expensive .. yes i could put them to cdr but then im still using 2 disks for one film i tryed to burn dvd iso by just putting the bin image files in and burnt it but it came up ad error when trying to play it on my dvd player. if anyone as done this or knows how to do it then please can you tell me step by step
thanks spuddy